Search results for: pareto optimal
3017 On the Solidness of the Polar of Recession Cones
Authors: Sima Hassankhali, Ildar Sadeqi
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In the theory of Pareto efficient points, the existence of a bounded base for a cone K of a normed space X is so important. In this article, we study the geometric structure of a nonzero closed convex cone K with a bounded base. For this aim, we study the structure of the polar cone K# of K. Furthermore, we obtain a necessary and sufficient condition for a nonempty closed convex set C so that its recession cone C∞ has a bounded base.Keywords: solid cones, recession cones, polar cones, bounded base
Procedia PDF Downloads 2653016 Comparison of FASTMAP and B0 Field Map Shimming for 4T MRI
Authors: Mohan L. Jayatiake, Judd Storrs, Jing-Huei Lee
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The optimal MRI resolution relies on a homogeneous magnetic field. However, local susceptibility variations can lead to field inhomogeneities that cause artifacts such as image distortion and signal loss. The effects of local susceptibility variation notoriously increase with magnetic field strength. Active shimming improves homogeneity by applying corrective fields generated from shim coils, but requires calculation of optimal current for each shim coil. FASTMAP (fast automatic shimming technique by mapping along projections) is an effective technique for finding optimal currents works well at high-field, but is restricted to shimming spherical regions of interest. The 3D gradient-echo pulse sequence was modified to reduce sensitivity to eddy currents and used to obtain susceptibility field maps at 4T. Measured fields were projected onto first-and second-order spherical harmonic functions corresponding to shim hardware. A spherical phantom was used to calibrate the shim currents. Susceptibility maps of a volunteer’s brain with and without FASTMAP shimming were obtained. Simulations indicate that optimal shim currents derived from the field map may provide better overall shimming of the human brain.Keywords: shimming, high-field, active, passive
Procedia PDF Downloads 5053015 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach
Authors: Imen Dhaou
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This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization
Procedia PDF Downloads 2553014 Two-Warehouse Inventory Model for Deteriorating Items with Inventory-Level-Dependent Demand under Two Dispatching Policies
Authors: Lei Zhao, Zhe Yuan, Wenyue Kuang
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This paper studies two-warehouse inventory models for a deteriorating item considering that the demand is influenced by inventory levels. The problem mainly focuses on the optimal order policy and the optimal order cycle with inventory-level-dependent demand in two-warehouse system for retailers. It considers the different deterioration rates and the inventory holding costs in owned warehouse (OW) and rented warehouse (RW), and the conditions of transportation cost, allowed shortage and partial backlogging. Two inventory models are formulated: last-in first-out (LIFO) model and first-in-first-out (FIFO) model based on the policy choices of LIFO and FIFO, and a comparative analysis of LIFO model and FIFO model is made. The study finds that the FIFO policy is more in line with realistic operating conditions. Especially when the inventory holding cost of OW is high, and there is no difference or big difference between deterioration rates of OW and RW, the FIFO policy has better applicability. Meanwhile, this paper considers the differences between the effects of warehouse and shelf inventory levels on demand, and then builds retailers’ inventory decision model and studies the factors of the optimal order quantity, the optimal order cycle and the average inventory cost per unit time. To minimize the average total cost, the optimal dispatching policies are provided for retailers’ decisions.Keywords: FIFO model, inventory-level-dependent, LIFO model, two-warehouse inventory
Procedia PDF Downloads 2783013 Optimal Maintenance and Improvement Policies in Water Distribution System: Markov Decision Process Approach
Authors: Jong Woo Kim, Go Bong Choi, Sang Hwan Son, Dae Shik Kim, Jung Chul Suh, Jong Min Lee
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The Markov Decision Process (MDP) based methodology is implemented in order to establish the optimal schedule which minimizes the cost. Formulation of MDP problem is presented using the information about the current state of pipe, improvement cost, failure cost and pipe deterioration model. The objective function and detailed algorithm of dynamic programming (DP) are modified due to the difficulty of implementing the conventional DP approaches. The optimal schedule derived from suggested model is compared to several policies via Monte Carlo simulation. Validity of the solution and improvement in computational time are proved.Keywords: Markov decision processes, dynamic programming, Monte Carlo simulation, periodic replacement, Weibull distribution
Procedia PDF Downloads 4213012 Solving Optimal Control of Semilinear Elliptic Variational Inequalities Obstacle Problems using Smoothing Functions
Authors: El Hassene Osmani, Mounir Haddou, Naceurdine Bensalem
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In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely, the obstacle problem. We present a relaxed formulation for the problem using smoothing functions. Since we adopt a numerical point of view, we first relax the feasible domain of the problem, then using both mathematical programming methods and penalization methods, we get optimality conditions with smooth Lagrange multipliers. Some numerical experiments using IPOPT algorithm (Interior Point Optimizer) are presented to verify the efficiency of our approach.Keywords: complementarity problem, IPOPT, Lagrange multipliers, mathematical programming, optimal control, smoothing methods, variationally inequalities
Procedia PDF Downloads 1703011 Fuzzy-Genetic Algorithm Multi-Objective Optimization Methodology for Cylindrical Stiffened Tanks Conceptual Design
Authors: H. Naseh, M. Mirshams, M. Mirdamadian, H. R. Fazeley
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This paper presents an extension of fuzzy-genetic algorithm multi-objective optimization methodology that could effectively be used to find the overall satisfaction of objective functions (selecting the design variables) in the early stages of design process. The coupling of objective functions due to design variables in an engineering design process will result in difficulties in design optimization problems. In many cases, decision making on design variables conflicts with more than one discipline in system design. In space launch system conceptual design, decision making on some design variable (e.g. oxidizer to fuel mass flow rate O/F) in early stages of the design process is related to objective of liquid propellant engine (specific impulse) and Tanks (structure weight). Then, the primary application of this methodology is the design of a liquid propellant engine with the maximum specific impulse and cylindrical stiffened tank with the minimum weight. To this end, the design problem is established the fuzzy rule set based on designer's expert knowledge with a holistic approach. The independent design variables in this model are oxidizer to fuel mass flow rate, thickness of stringers, thickness of rings, shell thickness. To handle the mentioned problems, a fuzzy-genetic algorithm multi-objective optimization methodology is developed based on Pareto optimal set. Consequently, this methodology is modeled with the one stage of space launch system to illustrate accuracy and efficiency of proposed methodology.Keywords: cylindrical stiffened tanks, multi-objective, genetic algorithm, fuzzy approach
Procedia PDF Downloads 6543010 Optimal Production and Maintenance Policy for a Partially Observable Production System with Stochastic Demand
Authors: Leila Jafari, Viliam Makis
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In this paper, the joint optimization of the economic manufacturing quantity (EMQ), safety stock level, and condition-based maintenance (CBM) is presented for a partially observable, deteriorating system subject to random failure. The demand is stochastic and it is described by a Poisson process. The stochastic model is developed and the optimization problem is formulated in the semi-Markov decision process framework. A modification of the policy iteration algorithm is developed to find the optimal policy. A numerical example is presented to compare the optimal policy with the policy considering zero safety stock.Keywords: condition-based maintenance, economic manufacturing quantity, safety stock, stochastic demand
Procedia PDF Downloads 4613009 A Multi-Objective Decision Making Model for Biodiversity Conservation and Planning: Exploring the Concept of Interdependency
Authors: M. Mohan, J. P. Roise, G. P. Catts
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Despite living in an era where conservation zones are de-facto the central element in any sustainable wildlife management strategy, we still find ourselves grappling with several pareto-optimal situations regarding resource allocation and area distribution for the same. In this paper, a multi-objective decision making (MODM) model is presented to answer the question of whether or not we can establish mutual relationships between these contradicting objectives. For our study, we considered a Red-cockaded woodpecker (Picoides borealis) habitat conservation scenario in the coastal plain of North Carolina, USA. Red-cockaded woodpecker (RCW) is a non-migratory territorial bird that excavates cavities in living pine trees for roosting and nesting. The RCW groups nest in an aggregation of cavity trees called ‘cluster’ and for our model we use the number of clusters to be established as a measure of evaluating the size of conservation zone required. The case study is formulated as a linear programming problem and the objective function optimises the Red-cockaded woodpecker clusters, carbon retention rate, biofuel, public safety and Net Present Value (NPV) of the forest. We studied the variation of individual objectives with respect to the amount of area available and plotted a two dimensional dynamic graph after establishing interrelations between the objectives. We further explore the concept of interdependency by integrating the MODM model with GIS, and derive a raster file representing carbon distribution from the existing forest dataset. Model results demonstrate the applicability of interdependency from both linear and spatial perspectives, and suggest that this approach holds immense potential for enhancing environmental investment decision making in future.Keywords: conservation, interdependency, multi-objective decision making, red-cockaded woodpecker
Procedia PDF Downloads 3363008 Decision Support System for Optimal Placement of Wind Turbines in Electric Distribution Grid
Authors: Ahmed Ouammi
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This paper presents an integrated decision framework to support decision makers in the selection and optimal allocation of wind power plants in the electric grid. The developed approach intends to maximize the benefice related to the project investment during the planning period. The proposed decision model considers the main cost components, meteorological data, environmental impacts, operation and regulation constraints, and territorial information. The decision framework is expressed as a stochastic constrained optimization problem with the aim to identify the suitable locations and related optimal wind turbine technology considering the operational constraints and maximizing the benefice. The developed decision support system is applied to a case study to demonstrate and validate its performance.Keywords: decision support systems, electric power grid, optimization, wind energy
Procedia PDF Downloads 1513007 Optimal Trajectories for Highly Automated Driving
Authors: Christian Rathgeber, Franz Winkler, Xiaoyu Kang, Steffen Müller
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In this contribution two approaches for calculating optimal trajectories for highly automated vehicles are presented and compared. The first one is based on a non-linear vehicle model, used for evaluation. The second one is based on a simplified model and can be implemented on a current ECU. In usual driving situations both approaches show very similar results.Keywords: trajectory planning, direct method, indirect method, highly automated driving
Procedia PDF Downloads 5293006 Optimal Secondary Prevention and Background Risk
Authors: Mohamed Anouar Razgallah
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This paper examines in the context of a one-period model the impact of background risk on the optimal secondary prevention. We conduct our study based on various configurations of the background risk. We intend to show that in most cases the level of secondary prevention effort varied after the introduction of background risk, however, in very few cases this level remains constant.Keywords: secondary prevention, primary prevention, background risk, ecomomics
Procedia PDF Downloads 4253005 Multi-Objective Optimization (Pareto Sets) and Multi-Response Optimization (Desirability Function) of Microencapsulation of Emamectin
Authors: Victoria Molina, Wendy Franco, Sergio Benavides, José M. Troncoso, Ricardo Luna, Jose R. PéRez-Correa
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Emamectin Benzoate (EB) is a crystal antiparasitic that belongs to the avermectin family. It is one of the most common treatments used in Chile to control Caligus rogercresseyi in Atlantic salmon. However, the sea lice acquired resistance to EB when it is exposed at sublethal EB doses. The low solubility rate of EB and its degradation at the acidic pH in the fish digestive tract are the causes of the slow absorption of EB in the intestine. To protect EB from degradation and enhance its absorption, specific microencapsulation technologies must be developed. Amorphous Solid Dispersion techniques such as Spray Drying (SD) and Ionic Gelation (IG) seem adequate for this purpose. Recently, Soluplus® (SOL) has been used to increase the solubility rate of several drugs with similar characteristics than EB. In addition, alginate (ALG) is a widely used polymer in IG for biomedical applications. Regardless of the encapsulation technique, the quality of the obtained microparticles is evaluated with the following responses, yield (Y%), encapsulation efficiency (EE%) and loading capacity (LC%). In addition, it is important to know the percentage of EB released from the microparticles in gastric (GD%) and intestinal (ID%) digestions. In this work, we microencapsulated EB with SOL (EB-SD) and with ALG (EB-IG) using SD and IG, respectively. Quality microencapsulation responses and in vitro gastric and intestinal digestions at pH 3.35 and 7.8, respectively, were obtained. A central composite design was used to find the optimum microencapsulation variables (amount of EB, amount of polymer and feed flow). In each formulation, the behavior of these variables was predicted with statistical models. Then, the response surface methodology was used to find the best combination of the factors that allowed a lower EB release in gastric conditions, while permitting a major release at intestinal digestion. Two approaches were used to determine this. The desirability approach (DA) and multi-objective optimization (MOO) with multi-criteria decision making (MCDM). Both microencapsulation techniques allowed to maintain the integrity of EB in acid pH, given the small amount of EB released in gastric medium, while EB-IG microparticles showed greater EB release at intestinal digestion. For EB-SD, optimal conditions obtained with MOO plus MCDM yielded a good compromise among the microencapsulation responses. In addition, using these conditions, it is possible to reduce microparticles costs due to the reduction of 60% of BE regard the optimal BE proposed by (DA). For EB-GI, the optimization techniques used (DA and MOO) yielded solutions with different advantages and limitations. Applying DA costs can be reduced 21%, while Y, GD and ID showed 9.5%, 84.8% and 2.6% lower values than the best condition. In turn, MOO yielded better microencapsulation responses, but at a higher cost. Overall, EB-SD with operating conditions selected by MOO seems the best option, since a good compromise between costs and encapsulation responses was obtained.Keywords: microencapsulation, multiple decision-making criteria, multi-objective optimization, Soluplus®
Procedia PDF Downloads 1303004 Least Squares Solution for Linear Quadratic Gaussian Problem with Stochastic Approximation Approach
Authors: Sie Long Kek, Wah June Leong, Kok Lay Teo
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Linear quadratic Gaussian model is a standard mathematical model for the stochastic optimal control problem. The combination of the linear quadratic estimation and the linear quadratic regulator allows the state estimation and the optimal control policy to be designed separately. This is known as the separation principle. In this paper, an efficient computational method is proposed to solve the linear quadratic Gaussian problem. In our approach, the Hamiltonian function is defined, and the necessary conditions are derived. In addition to this, the output error is defined and the least-square optimization problem is introduced. By determining the first-order necessary condition, the gradient of the sum squares of output error is established. On this point of view, the stochastic approximation approach is employed such that the optimal control policy is updated. Within a given tolerance, the iteration procedure would be stopped and the optimal solution of the linear-quadratic Gaussian problem is obtained. For illustration, an example of the linear-quadratic Gaussian problem is studied. The result shows the efficiency of the approach proposed. In conclusion, the applicability of the approach proposed for solving the linear quadratic Gaussian problem is highly demonstrated.Keywords: iteration procedure, least squares solution, linear quadratic Gaussian, output error, stochastic approximation
Procedia PDF Downloads 1833003 An Optimal Control Model to Determine Body Forces of Stokes Flow
Authors: Yuanhao Gao, Pin Lin, Kees Weijer
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In this paper, we will determine the external body force distribution with analysis of stokes fluid motion using mathematical modelling and numerical approaching. The body force distribution is regarded as the unknown variable and could be determined by the idea of optimal control theory. The Stokes flow motion and its velocity are generated by given forces in a unit square domain. A regularized objective functional is built to match the numerical result of flow velocity with the generated velocity data. So that the force distribution could be determined by minimizing the value of objective functional, which is also the difference between the numerical and experimental velocity. Then after utilizing the Lagrange multiplier method, some partial differential equations are formulated consisting the optimal control system to solve. Finite element method and conjugate gradient method are used to discretize equations and deduce the iterative expression of target body force to compute the velocity numerically and body force distribution. Programming environment FreeFEM++ supports the implementation of this model.Keywords: optimal control model, Stokes equation, finite element method, conjugate gradient method
Procedia PDF Downloads 4043002 An Improved Genetic Algorithm for Traveling Salesman Problem with Precedence Constraint
Authors: M. F. F. Ab Rashid, A. N. Mohd Rose, N. M. Z. Nik Mohamed, W. S. Wan Harun, S. A. Che Ghani
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Traveling salesman problem with precedence constraint (TSPPC) is one of the most complex problems in combinatorial optimization. The existing algorithms to solve TSPPC cost large computational time to find the optimal solution. The purpose of this paper is to present an efficient genetic algorithm that guarantees optimal solution with less number of generations and iterations time. Unlike the existing algorithm that generates priority factor as chromosome, the proposed algorithm directly generates sequence of solution as chromosome. As a result, the proposed algorithm is capable of generating optimal solution with smaller number of generations and iteration time compare to existing algorithm.Keywords: traveling salesman problem, sequencing, genetic algorithm, precedence constraint
Procedia PDF Downloads 5573001 Optimal Mitigation of Slopes by Probabilistic Methods
Authors: D. De-León-Escobedo, D. J. Delgado-Hernández, S. Pérez
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A probabilistic formulation to assess the slopes safety under the hazard of strong storms is presented and illustrated through a slope in Mexico. The formulation is based on the classical safety factor (SF) used in practice to appraise the slope stability, but it is introduced the treatment of uncertainties, and the slope failure probability is calculated as the probability that SF<1. As the main hazard is the rainfall on the area, statistics of rainfall intensity and duration are considered and modeled with an exponential distribution. The expected life-cycle cost is assessed by considering a monetary value on the slope failure consequences. Alternative mitigation measures are simulated, and the formulation is used to get the measures driving to the optimal one (minimum life-cycle costs). For the example, the optimal mitigation measure is the reduction on the slope inclination angle.Keywords: expected life-cycle cost, failure probability, slopes failure, storms
Procedia PDF Downloads 1583000 Minimum-Fuel Optimal Trajectory for Reusable First-Stage Rocket Landing Using Particle Swarm Optimization
Authors: Kevin Spencer G. Anglim, Zhenyu Zhang, Qingbin Gao
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Reusable launch vehicles (RLVs) present a more environmentally-friendly approach to accessing space when compared to traditional launch vehicles that are discarded after each flight. This paper studies the recyclable nature of RLVs by presenting a solution method for determining minimum-fuel optimal trajectories using principles from optimal control theory and particle swarm optimization (PSO). This problem is formulated as a minimum-landing error powered descent problem where it is desired to move the RLV from a fixed set of initial conditions to three different sets of terminal conditions. However, unlike other powered descent studies, this paper considers the highly nonlinear effects caused by atmospheric drag, which are often ignored for studies on the Moon or on Mars. Rather than optimizing the controls directly, the throttle control is assumed to be bang-off-bang with a predetermined thrust direction for each phase of flight. The PSO method is verified in a one-dimensional comparison study, and it is then applied to the two-dimensional cases, the results of which are illustrated.Keywords: minimum-fuel optimal trajectory, particle swarm optimization, reusable rocket, SpaceX
Procedia PDF Downloads 2772999 Modeling Intelligent Threats: Case of Continuous Attacks on a Specific Target
Authors: Asma Ben Yaghlane, Mohamed Naceur Azaiez
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In this paper, we treat a model that falls in the area of protecting targeted systems from intelligent threats including terrorism. We introduce the concept of system survivability, in the context of continuous attacks, as the probability that a system under attack will continue operation up to some fixed time t. We define a constant attack rate (CAR) process as an attack on a targeted system that follows an exponential distribution. We consider the superposition of several CAR processes. From the attacker side, we determine the optimal attack strategy that minimizes the system survivability. We also determine the optimal strengthening strategy that maximizes the system survivability under limited defensive resources. We use operations research techniques to identify optimal strategies of each antagonist. Our results may be used as interesting starting points to develop realistic protection strategies against intentional attacks.Keywords: CAR processes, defense/attack strategies, exponential failure, survivability
Procedia PDF Downloads 3922998 Combination Approach Using Experiments and Optimal Experimental Design to Optimize Chemical Concentration in Alkali-Surfactant-Polymer Process
Authors: H. Tai Pham, Bae Wisup, Sungmin Jung, Ivan Efriza, Ratna Widyaningsih, Byung Un Min
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The middle-phase-microemulsion in Alkaline-Surfactant-Polymer (ASP) solution and oil play important roles in the success of an ASP flooding process. The high quality microemulsion phase has ultralow interfacial tensions and it can increase oil recovery. The research used optimal experimental design and response-surface-methodology to predict the optimum concentration of chemicals in ASP solution for maximum microemulsion quality. Secondly, this optimal ASP formulation was implemented in core flooding test to investigate the effective injection volume. As the results, the optimum concentration of surfactants in the ASP solution is 0.57 wt.% and the highest effective injection volume is 19.33% pore volume.Keywords: optimize, ASP, response surface methodology, solubilization ratio
Procedia PDF Downloads 3462997 Replacement Time and Number of Preventive Maintenance Actions for Second-Hand Device
Authors: Wen Liang Chang
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In this study, the optimal replacement time and number of preventive maintenance (PM) actions were investigated for a second-hand device. Suppose that a user intends to use a second-hand device for manufacturing products, and that the device is replaced with a new one. Any device failure is rectified through minimal repair, thereby incurring a fixed repair cost to the user. If the new device fails within the FRW period, minimal repair is performed at no cost to the user. After the FRW expires, a failed device is repaired and the cost of repair is incurred by the user. In this study, two profit models were developed, and the optimal replacement time and number of PM actions were determined to maximize profits. Finally, the influence of the optimal replacement time and number of PM actions were elaborated on, using numerical examples.Keywords: second-hand device, preventive maintenance, replacement time, device failure
Procedia PDF Downloads 4662996 Optimal Rest Interval between Sets in Robot-Based Upper-Arm Rehabilitation
Authors: Virgil Miranda, Gissele Mosqueda, Pablo Delgado, Yimesker Yihun
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Muscular fatigue affects the muscle activation that is needed for producing the desired clinical outcome. Integrating optimal muscle relaxation periods into a variety of health care rehabilitation protocols is important to maximize the efficiency of the therapy. In this study, four muscle relaxation periods (30, 60, 90, and 120 seconds) and their effectiveness in producing consistent muscle activation of the muscle biceps brachii between sets of elbow flexion and extension task was investigated among a sample of 10 subjects with no disabilities. The same resting periods were then utilized in a controlled exoskeleton-based exercise for a sample size of 5 subjects and have shown similar results. On average, the muscle activity of the biceps brachii decreased by 0.3% when rested for 30 seconds, and it increased by 1.25%, 0.76%, and 0.82% when using muscle relaxation periods of 60, 90, and 120 seconds, respectively. The preliminary results suggest that a muscle relaxation period of about 60 seconds is needed for optimal continuous muscle activation within rehabilitation regimens. Robot-based rehabilitation is good to produce repetitive tasks with the right intensity, and knowing the optimal resting period will make the automation more effective.Keywords: rest intervals, muscle biceps brachii, robot rehabilitation, muscle fatigue
Procedia PDF Downloads 1892995 Optimal Site Selection for Temporary Housing regarding Disaster Management Case Study: Tehran Municipality (No.6)
Authors: Ghazaleh Monazami Tehrani, Zhamak Monazami Tehrani, Raziyeh Hadavand
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Optimal site selection for temporary housing is one of the most important issues in crisis management. In this research, district six of Tehran city with high frequency and geographical distribution of earthquakes has been selected as a case study for positioning temporary housing after a probable earthquake. For achieving this goal this study tries to identify and evaluate distribution of location according to some standards such as compatible and incompatible urban land uses with utility of GIS and AHP. The results of this study show the most susceptible parts of this region in the center. According to the maps, north eastern part of Kordestan, Shaheed Gomnam intersection possesses the highest pixels value in terms of areal extent, therefore these places are recommended as an optimum site location for construction of emergency evacuation base.Keywords: optimal site selection, temporary housing , crisis management, AHP, GIS
Procedia PDF Downloads 2532994 Conservativeness of Probabilistic Constrained Optimal Control Method for Unknown Probability Distribution
Authors: Tomoaki Hashimoto
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In recent decades, probabilistic constrained optimal control problems have attracted much attention in many research field. Although probabilistic constraints are generally intractable in an optimization problem, several tractable methods haven been proposed to handle probabilistic constraints. In most methods, probabilistic constraints are reduced to deterministic constraints that are tractable in an optimization problem. However, there is a gap between the transformed deterministic constraints in case of known and unknown probability distribution. This paper examines the conservativeness of probabilistic constrained optimization method with the unknown probability distribution. The objective of this paper is to provide a quantitative assessment of the conservatism for tractable constraints in probabilistic constrained optimization with the unknown probability distribution.Keywords: optimal control, stochastic systems, discrete time systems, probabilistic constraints
Procedia PDF Downloads 5782993 Analytical Solutions of Time Space Fractional, Advection-Dispersion and Whitham-Broer-Kaup Equations
Authors: Muhammad Danish Khan, Imran Naeem, Mudassar Imran
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In this article, we study time-space Fractional Advection-Dispersion (FADE) equation and time-space Fractional Whitham-Broer-Kaup (FWBK) equation that have a significant role in hydrology. We introduce suitable transformations to convert fractional order derivatives to integer order derivatives and as a result these equations transform into Partial Differential Equations (PDEs). Then the Lie symmetries and corresponding optimal systems of the resulting PDEs are derived. The symmetry reductions and exact independent solutions based on optimal system are investigated which constitute the exact solutions of original fractional differential equations.Keywords: modified Riemann-Liouville fractional derivative, lie-symmetries, optimal system, invariant solutions
Procedia PDF Downloads 4292992 Impact of Population Size on Symmetric Travelling Salesman Problem Efficiency
Authors: Wafa' Alsharafat, Suhila Farhan Abu-Owida
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Genetic algorithm (GA) is a powerful evolutionary searching technique that is used successfully to solve and optimize problems in different research areas. Genetic Algorithm (GA) considered as one of optimization methods used to solve Travel salesman Problem (TSP). The feasibility of GA in finding a TSP solution is dependent on GA operators; encoding method, population size, termination criteria, in general. In specific, crossover and its probability play a significant role in finding possible solutions for Symmetric TSP (STSP). In addition, the crossover should be determined and enhanced in term reaching optimal or at least near optimal. In this paper, we spot the light on using a modified crossover method called modified sequential constructive crossover and its impact on reaching optimal solution. To justify the relevance of a parameter value in solving the TSP, a set comparative analysis conducted on different crossover methods values.Keywords: genetic algorithm, crossover, mutation, TSP
Procedia PDF Downloads 2262991 Structural Optimization Using Catenary and Other Natural Shapes
Authors: Mitchell Gohnert
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This paper reviews some fundamental concepts of structural optimization, which is focused on the shape of the structure. Bending stresses produce high peak stresses at each face of the member, and therefore, substantially more material is required to resist bending. The shape of the structure has a profound effect on stress levels. Stress may be reduced dramatically by simply changing the shape to accommodate natural stress flow. The main objective of structural optimization is to direct the thrust line along the axis of the member. Optimal shapes include the catenary arch or dome, triangular shapes, and columns. If the natural flow of stress matches the shape of the structures, the most optimal shape is determined. Structures, however, must resist multiple load patterns. An optimal shape is still possible by ensuring that the thrust lines fall within the middle third of the member.Keywords: optimization, natural structures, shells, catenary, domes, arches
Procedia PDF Downloads 392990 Optimal Evaluation of Weather Risk Insurance for Wheat
Authors: Slim Amami
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A model is developed to prevent the risks related to climate conditions in the agricultural sector. It will determine the yearly optimum premium to be paid by a farmer in order to reach his required turnover. The model is mainly based on both climatic stability and 'soft' responses of usually grown species to average climate variations at the same place and inside a safety ball which can be determined from past meteorological data. This allows the use of linear regression expression for dependence of production result in terms of driving meteorological parameters, main ones of which are daily average sunlight, rainfall and temperature. By a simple best parameter fit from the expert table drawn with professionals, optimal representation of yearly production is deduced from records of previous years, and yearly payback is evaluated from minimum yearly produced turnover. Optimal premium is then deduced, and gives the producer a useful bound for negotiating an offer by insurance companies to effectively protect their harvest. The application to wheat production in the French Oise department illustrates the reliability of the present model with as low as 6% difference between predicted and real data. The model can be adapted to almost every agricultural field by changing state parameters and calibrating their associated coefficients.Keywords: agriculture, database, meteorological factors, production model, optimal price
Procedia PDF Downloads 2212989 Fuzzy Multi-Objective Approach for Emergency Location Transportation Problem
Authors: Bidzina Matsaberidze, Anna Sikharulidze, Gia Sirbiladze, Bezhan Ghvaberidze
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In the modern world emergency management decision support systems are actively used by state organizations, which are interested in extreme and abnormal processes and provide optimal and safe management of supply needed for the civil and military facilities in geographical areas, affected by disasters, earthquakes, fires and other accidents, weapons of mass destruction, terrorist attacks, etc. Obviously, these kinds of extreme events cause significant losses and damages to the infrastructure. In such cases, usage of intelligent support technologies is very important for quick and optimal location-transportation of emergency service in order to avoid new losses caused by these events. Timely servicing from emergency service centers to the affected disaster regions (response phase) is a key task of the emergency management system. Scientific research of this field takes the important place in decision-making problems. Our goal was to create an expert knowledge-based intelligent support system, which will serve as an assistant tool to provide optimal solutions for the above-mentioned problem. The inputs to the mathematical model of the system are objective data, as well as expert evaluations. The outputs of the system are solutions for Fuzzy Multi-Objective Emergency Location-Transportation Problem (FMOELTP) for disasters’ regions. The development and testing of the Intelligent Support System were done on the example of an experimental disaster region (for some geographical zone of Georgia) which was generated using a simulation modeling. Four objectives are considered in our model. The first objective is to minimize an expectation of total transportation duration of needed products. The second objective is to minimize the total selection unreliability index of opened humanitarian aid distribution centers (HADCs). The third objective minimizes the number of agents needed to operate the opened HADCs. The fourth objective minimizes the non-covered demand for all demand points. Possibility chance constraints and objective constraints were constructed based on objective-subjective data. The FMOELTP was constructed in a static and fuzzy environment since the decisions to be made are taken immediately after the disaster (during few hours) with the information available at that moment. It is assumed that the requests for products are estimated by homeland security organizations, or their experts, based upon their experience and their evaluation of the disaster’s seriousness. Estimated transportation times are considered to take into account routing access difficulty of the region and the infrastructure conditions. We propose an epsilon-constraint method for finding the exact solutions for the problem. It is proved that this approach generates the exact Pareto front of the multi-objective location-transportation problem addressed. Sometimes for large dimensions of the problem, the exact method requires long computing times. Thus, we propose an approximate method that imposes a number of stopping criteria on the exact method. For large dimensions of the FMOELTP the Estimation of Distribution Algorithm’s (EDA) approach is developed.Keywords: epsilon-constraint method, estimation of distribution algorithm, fuzzy multi-objective combinatorial programming problem, fuzzy multi-objective emergency location/transportation problem
Procedia PDF Downloads 3192988 Optimal Sizing and Placement of Distributed Generators for Profit Maximization Using Firefly Algorithm
Authors: Engy Adel Mohamed, Yasser Gamal-Eldin Hegazy
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This paper presents a firefly based algorithm for optimal sizing and allocation of distributed generators for profit maximization. Distributed generators in the proposed algorithm are of photovoltaic and combined heat and power technologies. Combined heat and power distributed generators are modeled as voltage controlled nodes while photovoltaic distributed generators are modeled as constant power nodes. The proposed algorithm is implemented in MATLAB environment and tested the unbalanced IEEE 37-node feeder. The results show the effectiveness of the proposed algorithm in optimal selection of distributed generators size and site in order to maximize the total system profit.Keywords: distributed generators, firefly algorithm, IEEE 37-node feeder, profit maximization
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